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Classical PAC generalization bounds on the prediction risk of a classifier are insufficient to provide theoretical guarantees on fairness when the goal is to learn models balancing predictive risk and fairness constraints. We propose a…

We make three related contributions motivated by the challenge of training stochastic neural networks, particularly in a PAC-Bayesian setting: (1) we show how averaging over an ensemble of stochastic neural networks enables a new class of…

Machine Learning · Computer Science 2021-12-16 Felix Biggs , Benjamin Guedj

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

Machine Learning · Computer Science 2025-02-26 Michael Sucker , Jalal Fadili , Peter Ochs

We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…

Machine Learning · Statistics 2026-01-30 Dongyue Xie , Wanrong Zhu , Matthew Stephens

One of the fundamental challenges in the deep learning community is to theoretically understand how well a deep neural network generalizes to unseen data. However, current approaches often yield generalization bounds that are either too…

Machine Learning · Computer Science 2024-07-23 Chengli Tan , Jiangshe Zhang , Junmin Liu

We present a family of novel block-sample MAC-Bayes bounds (mean approximately correct). While PAC-Bayes bounds (probably approximately correct) typically give bounds for the generalization error that hold with high probability, MAC-Bayes…

Machine Learning · Computer Science 2026-02-16 Matthias Frey , Jingge Zhu , Michael C. Gastpar

Generalization is a central concept in machine learning theory, yet for quantum models, it is predominantly analyzed through uniform bounds that depend on a model's overall capacity rather than the specific function learned. These…

We explore in some detail the notion of algorithmic stability as a viable framework for analyzing the generalization error of learning algorithms. We introduce the new notion of training stability of a learning algorithm and show that, in a…

Machine Learning · Computer Science 2013-01-07 Samuel Kutin , Partha Niyogi

Bayesian inference typically requires the computation of an approximation to the posterior distribution. An important requirement for an approximate Bayesian inference algorithm is to output high-accuracy posterior mean and uncertainty…

Statistics Theory · Mathematics 2018-10-03 Jonathan H. Huggins , Trevor Campbell , Mikołaj Kasprzak , Tamara Broderick

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes the use of VB in many…

Methodology · Statistics 2016-08-05 Minh-Ngoc Tran , David J. Nott , Robert Kohn

Modern methods for Bayesian regression beyond the Gaussian response setting are often computationally impractical or inaccurate in high dimensions. In fact, as discussed in recent literature, bypassing such a trade-off is still an open…

Methodology · Statistics 2022-04-14 Augusto Fasano , Daniele Durante , Giacomo Zanella

Since their inception, Variational Autoencoders (VAEs) have become central in machine learning. Despite their widespread use, numerous questions regarding their theoretical properties remain open. Using PAC-Bayesian theory, this work…

Machine Learning · Computer Science 2023-12-11 Sokhna Diarra Mbacke , Florence Clerc , Pascal Germain

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Machine Learning · Statistics 2026-03-31 Jinlin Lai , Antonio Linero , Yuling Yao

Understanding the gradient variance of black-box variational inference (BBVI) is a crucial step for establishing its convergence and developing algorithmic improvements. However, existing studies have yet to show that the gradient variance…

Machine Learning · Computer Science 2023-06-06 Kyurae Kim , Kaiwen Wu , Jisu Oh , Jacob R. Gardner

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…

Statistics Theory · Mathematics 2017-12-27 Debdeep Pati , Anirban Bhattacharya , Yun Yang

We propose the first general PAC-Bayesian generalization bounds for adversarial robustness, that estimate, at test time, how much a model will be invariant to imperceptible perturbations in the input. Instead of deriving a worst-case…

Machine Learning · Computer Science 2021-10-28 Paul Viallard , Guillaume Vidot , Amaury Habrard , Emilie Morvant

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Recently there are a considerable amount of work devoted to the study of the algorithmic stability and generalization for stochastic gradient descent (SGD). However, the existing stability analysis requires to impose restrictive assumptions…

Machine Learning · Computer Science 2020-06-16 Yunwen Lei , Yiming Ying

PAC-Bayesian is an analysis framework where the training error can be expressed as the weighted average of the hypotheses in the posterior distribution whilst incorporating the prior knowledge. In addition to being a pure generalization…

Machine Learning · Computer Science 2022-02-07 Wei Huang , Chunrui Liu , Yilan Chen , Tianyu Liu , Richard Yi Da Xu